+27.1%
OUST vs KRMN
-44.1%
+71.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +7.9% | +2.8% |
| 7D | +4.0% | -12.9% | +16.9% | +11.7% |
| 30D | -14.0% | -43.3% | +29.4% | +17.1% |
| 3M | -5.9% | -27.2% | +21.3% | +9.4% |
| 6M | +76.4% | -66.8% | +143.2% | +212.7% |
| YTD | +67.5% | -51.9% | +119.3% | +123.1% |
| 1Y | +27.1% | -43.7% | +70.8% | +35.4% |
| All | +27.1% | -44.1% | +71.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling